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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp01w0892993j
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dc.contributor.authorPlant, Mark W.en_US
dc.contributor.authorQuandt, Richarden_US
dc.date.accessioned2011-10-26T01:45:31Z-
dc.date.available2011-10-26T01:45:31Z-
dc.date.issued1987-05-01T00:00:00Zen_US
dc.identifier.urihttp://arks.princeton.edu/ark:/88435/dsp01w0892993j-
dc.description.abstractThe paper examines seven methods of numerical integration, including both special purpose algorithms designed for the multivariate normal density and general algorithms such as Gauss—Legendre and Newton—Cotes methods. With the aid of some five functions, the accuracy of these methods and their computational cost are compared in matched experiments on an IBM 370/3081 Model K and a 2-pipe CYBER 205. The effect of vectorised computation is also examined.en_US
dc.relation.ispartofseriesWorking Papers (Princeton University. Industrial Relations Section) ; 220en_US
dc.subjectnumerical integrationen_US
dc.subjectlatent variable modelsen_US
dc.titleOn the Accuracy and Cost of Numerical Integration in Several Variableen_US
dc.typeWorking Paperen_US
pu.projectgrantnumber360-2050en_US
Appears in Collections:IRS Working Papers

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